not sure what you're really asking with your edge extrusion problem, so all I'll suggest is that you try enabling Polygons-->Tool Options-->Keep New Faces Together. This will keep new extuded polies attached to eachother, instead of having the vertices separate.

With your second question, I think what you're in need of is hitting the Enter key (if i'm understanding you correctly). For example, you're using the split polygon tool, and have click on all the edges you're wanting to split. Hitting enter will do the splits and exit the tool.

Hope that was useful for you, and if it wasn't please post some pictures so maybe we can understand better.